+24.6%
XLP vs TPG
+86.5%
-61.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -1.0% |
| 7D | -2.9% | -6.5% | +3.6% | -2.7% |
| 30D | -2.2% | +0.1% | -2.3% | -2.2% |
| 3M | -0.6% | +14.5% | -15.1% | -0.9% |
| 6M | -2.2% | +17.3% | -19.5% | -2.7% |
| YTD | +8.3% | -20.5% | +28.8% | +9.4% |
| 1Y | +5.7% | -13.2% | +19.0% | +6.3% |
| All | +24.6% | +86.5% | -61.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling